2015-11-06 |
MARKET DATA |
No 216 (2747) |
MARKET SUMMARY1 |
SECURITIES |
Cash market trade |
Repo market trade |
Total market turnover |
Nominal trading value |
Trading value |
No of trades |
Nominal trading value |
Trading value |
No of trades |
Nominal trading value |
Trading value |
No of trades |
(M) |
(M) |
(pcs) |
(M) |
(M) |
(pcs) |
(M) |
(M) |
(pcs) |
T-bonds PLN |
1 260,00 |
1 277,08 |
91 |
2 225,00 |
2 433,92 |
26 |
3 485,00 |
3 711,00 |
117 |
T-bonds EUR |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
CASH MARKET SUMMARY - T-BONDS PLN |
Bond |
ISIN |
Best bid/offer |
TRANSACTIONS - Prices2 |
TURNOVER1 |
Buy |
Sell |
First |
High |
Low |
Last |
Average3 |
Trading volume |
Trading value |
No of transactions |
(%) |
(%) |
(%) |
(%) |
(%) |
(%) |
(%) |
(pcs) |
(PLN M) |
(pcs) |
OK0116 |
PL0000107587 |
99,68 |
99,71 |
99,680 |
99,680 |
99,680 |
99,680 |
99,680 |
20 000 |
19,94 |
2 |
PS0416 |
PL0000106340 |
101,94 |
101,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
98,92 |
98,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
102,98 |
103,00 |
102,960 |
102,960 |
102,960 |
102,960 |
102,960 |
15 000 |
15,48 |
1 |
PS0417 |
PL0000107058 |
104,52 |
104,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
97,36 |
97,34 |
97,360 |
97,360 |
97,280 |
97,280 |
97,339 |
80 000 |
77,87 |
7 |
DS1017 |
PL0000104543 |
106,97 |
106,91 |
106,950 |
106,950 |
106,950 |
106,950 |
106,950 |
85 000 |
91,10 |
3 |
PS0418 |
PL0000107314 |
104,92 |
104,77 |
104,750 |
104,750 |
104,720 |
104,720 |
104,725 |
30 000 |
32,03 |
2 |
PS0718 |
PL0000107595 |
102,05 |
101,82 |
102,030 |
102,050 |
101,850 |
101,850 |
101,968 |
360 000 |
369,74 |
19 |
PS0719 |
PL0000108148 |
104,78 |
104,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
113,77 |
112,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
97,72 |
96,78 |
97,200 |
97,200 |
96,780 |
96,850 |
96,945 |
540 000 |
527,91 |
42 |
DS1020 |
PL0000106126 |
114,51 |
113,65 |
113,860 |
113,860 |
113,860 |
113,860 |
113,860 |
10 000 |
11,41 |
1 |
PS0421 |
PL0000108916 |
98,70 |
97,97 |
98,120 |
98,120 |
98,120 |
98,120 |
98,120 |
10 000 |
9,92 |
1 |
DS1021 |
PL0000106670 |
118,78 |
117,70 |
118,700 |
118,700 |
117,700 |
117,800 |
118,505 |
50 000 |
59,38 |
5 |
WS0922 |
PL0000102646 |
120,58 |
119,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
109,43 |
108,53 |
108,530 |
108,530 |
108,530 |
108,530 |
108,530 |
5 000 |
5,44 |
1 |
DS0725 |
PL0000108197 |
104,66 |
102,95 |
103,960 |
104,010 |
103,950 |
103,950 |
103,983 |
45 000 |
47,22 |
5 |
DS0726 |
PL0000108866 |
96,08 |
95,13 |
95,280 |
95,280 |
95,280 |
95,280 |
95,280 |
5 000 |
4,80 |
1 |
WS0428 |
PL0000107611 |
95,85 |
97,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
127,41 |
129,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
101,37 |
101,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
109,55 |
111,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,98 |
100,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,72 |
99,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,35 |
99,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
98,80 |
98,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,23 |
98,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,50 |
96,60 |
96,440 |
96,440 |
96,440 |
96,440 |
96,440 |
5 000 |
4,85 |
1 |
WZ0126 |
PL0000108817 |
95,30 |
95,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 260 000 |
1 277,08 |
91 |
CASH MARKET SUMMARY - T-BONDS EUR |
Bond |
ISIN |
Best bid/offer |
TRANSACTIONS - Prices2 |
TURNOVER1 |
Buy |
Sell |
First |
High |
Low |
Last |
Average3 |
Trading volume |
Trading value |
No of transactions |
(%) |
(%) |
(%) |
(%) |
(%) |
(%) |
(%) |
(pcs) |
(EUR M) |
(pcs) |
EUR0216 |
XS0242491230 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR1021 |
XS1306382364 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0124 |
XS1015428821 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0125 |
XS0479333311 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0925 |
XS1288467605 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0527 |
XS1209947271 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
0 |
0,00 |
0 |
FIXING - T-BONDS (9:30 AM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0416 |
PL0000106340 |
101,53 |
101,61 |
1,58 |
1,41 |
101,57 |
1,49 |
OK0716 |
PL0000107926 |
98,88 |
98,98 |
1,61 |
1,46 |
98,93 |
1,53 |
IZ0816 |
PL0000103529 |
101,23 |
101,65 |
--- |
--- |
101,44 |
--- |
PS1016 |
PL0000106795 |
102,96 |
103,08 |
1,60 |
1,48 |
103,02 |
1,54 |
WZ0117 |
PL0000106936 |
99,96 |
100,03 |
--- |
--- |
100,00 |
--- |
PS0417 |
PL0000107058 |
104,50 |
104,61 |
1,59 |
1,52 |
104,56 |
1,55 |
OK0717 |
PL0000108502 |
97,31 |
97,40 |
1,61 |
1,56 |
97,36 |
1,58 |
DS1017 |
PL0000104543 |
106,95 |
107,09 |
1,61 |
1,54 |
107,02 |
1,57 |
WZ0118 |
PL0000104717 |
99,63 |
99,77 |
--- |
--- |
99,70 |
--- |
PS0418 |
PL0000107314 |
104,83 |
105,00 |
1,72 |
1,65 |
104,92 |
1,68 |
PS0718 |
PL0000107595 |
101,97 |
102,12 |
1,74 |
1,69 |
102,05 |
1,71 |
WZ0119 |
PL0000107603 |
99,32 |
99,46 |
--- |
--- |
99,39 |
--- |
PS0719 |
PL0000108148 |
104,67 |
104,87 |
1,93 |
1,87 |
104,77 |
1,90 |
DS1019 |
PL0000105441 |
113,43 |
113,61 |
1,94 |
1,89 |
113,52 |
1,92 |
WZ0120 |
PL0000108601 |
98,72 |
98,90 |
--- |
--- |
98,81 |
--- |
PS0420 |
PL0000108510 |
97,49 |
97,67 |
2,09 |
2,05 |
97,58 |
2,07 |
DS1020 |
PL0000106126 |
114,44 |
114,69 |
2,14 |
2,10 |
114,57 |
2,12 |
WZ0121 |
PL0000106068 |
98,20 |
98,38 |
--- |
--- |
98,29 |
--- |
PS0421 |
PL0000108916 |
98,63 |
98,86 |
2,27 |
2,22 |
98,75 |
2,24 |
DS1021 |
PL0000106670 |
118,70 |
118,96 |
2,35 |
2,30 |
118,83 |
2,33 |
WS0922 |
PL0000102646 |
120,28 |
120,57 |
2,50 |
2,46 |
120,43 |
2,48 |
IZ0823 |
PL0000105359 |
106,05 |
114,20 |
--- |
--- |
110,13 |
--- |
DS1023 |
PL0000107264 |
109,39 |
109,76 |
2,67 |
2,62 |
109,58 |
2,65 |
WZ0124 |
PL0000107454 |
96,42 |
96,76 |
--- |
--- |
96,59 |
--- |
DS0725 |
PL0000108197 |
103,85 |
104,17 |
2,79 |
2,75 |
104,01 |
2,77 |
WZ0126 |
PL0000108817 |
95,25 |
95,64 |
--- |
--- |
95,45 |
--- |
DS0726 |
PL0000108866 |
95,94 |
96,41 |
2,94 |
2,89 |
96,18 |
2,92 |
WS0429 |
PL0000105391 |
123,24 |
133,69 |
3,54 |
2,72 |
128,47 |
3,12 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0416 |
PL0000106340 |
101,52 |
101,63 |
1,60 |
1,37 |
101,58 |
1,47 |
OK0716 |
PL0000107926 |
98,87 |
98,99 |
1,62 |
1,45 |
98,93 |
1,53 |
IZ0816 |
PL0000103529 |
101,16 |
101,58 |
--- |
--- |
101,37 |
--- |
PS1016 |
PL0000106795 |
102,95 |
103,07 |
1,61 |
1,49 |
103,01 |
1,55 |
WZ0117 |
PL0000106936 |
99,96 |
100,03 |
--- |
--- |
100,00 |
--- |
PS0417 |
PL0000107058 |
104,44 |
104,54 |
1,63 |
1,56 |
104,49 |
1,60 |
OK0717 |
PL0000108502 |
97,24 |
97,38 |
1,65 |
1,57 |
97,31 |
1,61 |
DS1017 |
PL0000104543 |
106,85 |
106,96 |
1,66 |
1,60 |
106,91 |
1,63 |
WZ0118 |
PL0000104717 |
99,69 |
99,78 |
--- |
--- |
99,74 |
--- |
PS0418 |
PL0000107314 |
104,66 |
104,85 |
1,79 |
1,71 |
104,76 |
1,75 |
PS0718 |
PL0000107595 |
101,75 |
101,87 |
1,83 |
1,78 |
101,81 |
1,81 |
WZ0119 |
PL0000107603 |
99,32 |
99,44 |
--- |
--- |
99,38 |
--- |
PS0719 |
PL0000108148 |
104,12 |
104,37 |
2,08 |
2,01 |
104,25 |
2,04 |
DS1019 |
PL0000105441 |
112,73 |
113,04 |
2,11 |
2,03 |
112,89 |
2,07 |
WZ0120 |
PL0000108601 |
98,76 |
98,89 |
--- |
--- |
98,83 |
--- |
PS0420 |
PL0000108510 |
96,72 |
96,86 |
2,28 |
2,25 |
96,79 |
2,26 |
DS1020 |
PL0000106126 |
113,52 |
113,78 |
2,33 |
2,28 |
113,65 |
2,30 |
WZ0121 |
PL0000106068 |
98,20 |
98,37 |
--- |
--- |
98,29 |
--- |
PS0421 |
PL0000108916 |
97,78 |
98,03 |
2,44 |
2,39 |
97,91 |
2,41 |
DS1021 |
PL0000106670 |
117,63 |
117,86 |
2,52 |
2,48 |
117,75 |
2,50 |
WS0922 |
PL0000102646 |
119,12 |
119,50 |
2,66 |
2,61 |
119,31 |
2,64 |
IZ0823 |
PL0000105359 |
107,52 |
113,62 |
--- |
--- |
110,57 |
--- |
DS1023 |
PL0000107264 |
108,29 |
108,71 |
2,82 |
2,76 |
108,50 |
2,79 |
WZ0124 |
PL0000107454 |
96,30 |
96,64 |
--- |
--- |
96,47 |
--- |
DS0725 |
PL0000108197 |
102,56 |
103,02 |
2,94 |
2,89 |
102,79 |
2,91 |
WZ0126 |
PL0000108817 |
95,17 |
95,58 |
--- |
--- |
95,38 |
--- |
DS0726 |
PL0000108866 |
94,67 |
95,21 |
3,09 |
3,03 |
94,94 |
3,06 |
WS0429 |
PL0000105391 |
125,41 |
130,04 |
3,37 |
3,00 |
127,73 |
3,18 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WS0922 |
PL0000102646 |
3/4 |
1 |
1,400 |
1,420 |
1,408 |
330 |
DS1020 |
PL0000106126 |
3/4 |
1 |
1,440 |
1,440 |
1,440 |
110 |
DS1021 |
PL0000106670 |
3/4 |
1 |
1,450 |
1,450 |
1,450 |
80 |
PS0719 |
PL0000108148 |
3/4 |
1 |
1,470 |
1,470 |
1,470 |
35 |
PS0420 |
PL0000108510 |
3/4 |
1 |
1,480 |
1,480 |
1,480 |
170 |
WZ0121 |
PL0000106068 |
3/4 |
1 |
1,470 |
1,470 |
1,470 |
25 |
WS0922 |
PL0000102646 |
0/3 |
3 |
1,400 |
1,400 |
1,400 |
160 |
DS1020 |
PL0000106126 |
0/3 |
3 |
1,440 |
1,440 |
1,440 |
55 |
DS1021 |
PL0000106670 |
0/3 |
3 |
1,440 |
1,440 |
1,440 |
100 |
WZ0118 |
PL0000104717 |
0/3 |
3 |
1,470 |
1,470 |
1,470 |
15 |
WZ0120 |
PL0000108601 |
0/3 |
3 |
1,450 |
1,450 |
1,450 |
40 |
DS1020 |
PL0000106126 |
3/10 |
7 |
1,440 |
1,440 |
1,440 |
180 |
DS1021 |
PL0000106670 |
3/10 |
7 |
1,410 |
1,440 |
1,413 |
90 |
PS0718 |
PL0000107595 |
3/10 |
7 |
1,440 |
1,450 |
1,443 |
410 |
OK0716 |
PL0000107926 |
3/10 |
7 |
1,450 |
1,450 |
1,450 |
30 |
PS0420 |
PL0000108510 |
3/10 |
7 |
1,480 |
1,480 |
1,480 |
100 |
DS0726 |
PL0000108866 |
3/10 |
7 |
1,400 |
1,400 |
1,400 |
45 |
PS0421 |
PL0000108916 |
3/10 |
7 |
1,470 |
1,470 |
1,470 |
15 |
WZ0120 |
PL0000108601 |
3/10 |
7 |
1,440 |
1,450 |
1,442 |
235 |
TOTAL |
2 225 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.